• Title/Summary/Keyword: random effect estimation

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Block-Time of Arrival/Leaving Estimation to Enhance Local Spectrum Sensing under the Practical Traffic of Primary User

  • Tran, Truc Thanh;Kong, Hyung Yun
    • Journal of Communications and Networks
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    • v.15 no.5
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    • pp.514-526
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    • 2013
  • With a long sensing period, the inter-frame spectrum sensing in IEEE 802.22 standard is vulnerable to the effect of the traffic of the primary user (PU). In this article, we address the two degrading factors that affect the inter-frame sensing performance with respect to the random arrival/leaving of the PU traffic. They are the noise-only samples under the random arrival traffic, and the PU-signal-contained samples under the random leaving traffic. We propose the model in which the intra-frame sensing cooperates with the inter-frame one, and the inter-frame sensing uses the time-of-arrival (ToA), and time-of-leave (ToL) detectors to reduce the two degrading factors in the inter-frame sensing time. These ToA and ToL detectors are used to search for the sample which contains either the ToA or ToL of the PU traffic, respectively, which allows the partial cancelation of the unnecessary samples. At the final stage, the remaining samples are input into a primary user detector, which is based on the energy detection scheme, to determine the status of PU traffic in the inter-frame sensing time. The analysis and the simulation results show that the proposed scheme enhances the spectrum-sensing performance compared to the conventional counter-part.

Estimation of diesel fuel demand function using panel data (시도별 패널데이터를 이용한 경유제품 수요함수 추정)

  • Lim, Chansu
    • Journal of Energy Engineering
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    • v.26 no.2
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    • pp.80-92
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    • 2017
  • This paper attempts to estimate the diesel fuel demand function in Korea using panel data panel data of 16 major cities or provinces which consist of diesel demands, diesel market prices and gross value added from the year 1998 to 2015. I apply panel GLS(generalized least square) model, fixed effect model, random effect model and dynamic panel model to estimating the parameters of the diesel fuel demand function. The results show that short-run price elasticities of the diesel fuel demand are estimated to be -0.2146(panel GLS), -0.2886(fixed effect), -0.2854(random effect), -0.1905(dynamic panel) respectively. And short-run income elasticities of the diesel fuel demand are estimated to be 0.7379(panel GLS), 0.4119(fixed effect), 0.7260(random effect), 0.4166(dynamic panel) respectively. The short-run price and income elasticities explain that demand for diesel fuel is price- and income-inelastic. The long-run price and income elasticities are estimated to be -0.4784, 1.0461 by dynamic panel model, which means that demand for diesel fuel is price-inelastic but income-elastic in the long run. In addition I apply dummy variable model to estimate the effect of 16 major cities or provinces on diesel demands. The results show that diesel demands is affected 10 regions on the basis of Seoul.

Mean estimation of small areas using penalized spline mixed-model under informative sampling

  • Chytrasari, Angela N.R.;Kartiko, Sri Haryatmi;Danardono, Danardono
    • Communications for Statistical Applications and Methods
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    • v.27 no.3
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    • pp.349-363
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    • 2020
  • Penalized spline is a suitable nonparametric approach in estimating mean model in small area. However, application of the approach in informative sampling in a published article is uncommon. We propose a semiparametric mixed-model using penalized spline under informative sampling to estimate mean of small area. The response variable is explained in terms of mean model, informative sample effect, area random effect and unit error. We approach the mean model by penalized spline and utilize a penalized spline function of the inclusion probability to account for the informative sample effect. We determine the best and unbiased estimators for coefficient model and derive the restricted maximum likelihood estimators for the variance components. A simulation study shows a decrease in the average absolute bias produced by the proposed model. A decrease in the root mean square error also occurred except in some quadratic cases. The use of linear and quadratic penalized spline to approach the function of the inclusion probability provides no significant difference distribution of root mean square error, except for few smaller samples.

Motion Field Estimation Using U-disparity Map and Forward-Backward Error Removal in Vehicle Environment (U-시차 지도와 정/역방향 에러 제거를 통한 자동차 환경에서의 모션 필드 예측)

  • Seo, Seungwoo;Lee, Gyucheol;Lee, Sangyong;Yoo, Jisang
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.40 no.12
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    • pp.2343-2352
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    • 2015
  • In this paper, we propose novel motion field estimation method using U-disparity map and forward-backward error removal in vehicles environment. Generally, in an image obtained from a camera attached in a vehicle, a motion vector occurs according to the movement of the vehicle. but this motion vector is less accurate by effect of surrounding environment. In particular, it is difficult to extract an accurate motion vector because of adjacent pixels which are similar each other on the road surface. Therefore, proposed method removes road surface by using U-disparity map and performs optical flow about remaining portion. forward-backward error removal method is used to improve the accuracy of the motion vector. Finally, we predict motion of the vehicle by applying RANSAC(RANdom SAmple Consensus) from acquired motion vector and then generate motion field. Through experimental results, we show that the proposed algorithm performs better than old schemes.

Bayesian analysis of finite mixture model with cluster-specific random effects (군집 특정 변량효과를 포함한 유한 혼합 모형의 베이지안 분석)

  • Lee, Hyejin;Kyung, Minjung
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.57-68
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    • 2017
  • Clustering algorithms attempt to find a partition of a finite set of objects in to a potentially predetermined number of nonempty subsets. Gibbs sampling of a normal mixture of linear mixed regressions with a Dirichlet prior distribution calculates posterior probabilities when the number of clusters was known. Our approach provides simultaneous partitioning and parameter estimation with the computation of classification probabilities. A Monte Carlo study of curve estimation results showed that the model was useful for function estimation. Examples are given to show how these models perform on real data.

Determination of flutter derivatives by stochastic subspace identification technique

  • Qin, Xian-Rong;Gu, Ming
    • Wind and Structures
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    • v.7 no.3
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    • pp.173-186
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    • 2004
  • Flutter derivatives provide the basis of predicting the critical wind speed in flutter and buffeting analysis of long-span cable-supported bridges. In this paper, one popular stochastic system identification technique, covariance-driven Stochastic Subspace Identification(SSI in short), is firstly presented for estimation of the flutter derivatives of bridge decks from their random responses in turbulent flow. Secondly, wind tunnel tests of a streamlined thin plate model and a ${\Pi}$ type blunt bridge section model are conducted in turbulent flow and the flutter derivatives are determined by SSI. The flutter derivatives of the thin plate model identified by SSI are very comparable to those identified by the unifying least-square method and Theodorson's theoretical values. As to the ${\Pi}$ type section model, the effect of turbulence on aerodynamic damping seems to be somewhat notable, therefore perhaps the wind tunnel tests for flutter derivative estimation of those models with similar blunt sections should be conducted in turbulent flow.

Estimation of Failure Probability Using Boundary Conditions of Failure Pressure Model for Buried Pipelines (파손압력모델의 경계조건을 이용한 매설배관의 파손확률 평가)

  • Lee, Ouk-Sub;Kim, Eui-Sang;Kim, Dong-Hyeok
    • Proceedings of the KSME Conference
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    • 2003.04a
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    • pp.310-315
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    • 2003
  • This paper presents the effect of boundary condition of failure pressure model for buried pipelines on failure prediction by using a failure probability model. The first order Taylor series expansion of the limit state function is used in order to estimate the probability of failure associated with various corrosion defects for long exposure periods in years. A failure pressure model based on a failure function composed of failure pressure and operation pressure is adopted for the assessment of pipeline failure. The effects of random variables such as defect depth, pipe diameter, defect length, fluid pressure, corrosion rate, material yield stress, material ultimate tensile strength and pipe thickness on the failure probability of the buried pipelines are systematically studied by using a failure probability model for the corrosion pipeline.

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Reliability Estimation of the Buried Pipelines for the Ground Subsidence (지반침하에 대한 매설배관의 건전성 평가)

  • 이억섭;김의상;김동혁
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2003.06a
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    • pp.1557-1560
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    • 2003
  • This paper presents the effect of varying boundary conditions such as ground subsidence on failure prediction of buried pipelines. The first order Taylor series expansion of the limit state function is used in order to estimate the probability of failure associated with three cases of ground subsidence. We estimate the distribution of stresses imposed on the buried pipelines by varying boundary conditions and calculate the probability of pipelines with von-Mises failure criterion. The effects of random variables such as pipe diameter, internal pressure, temperature, settlement width, load for unit length of pipelines, material yield stress and thickness of pipeline on the failure probability of the buried pipelines are also systematically studied by using a failure probability model for the pipeline crossing a ground subsidence region.

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Bayesian Inference for Censored Panel Regression Model

  • Lee, Seung-Chun;Choi, Byongsu
    • Communications for Statistical Applications and Methods
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    • v.21 no.2
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    • pp.193-200
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    • 2014
  • It was recognized by some researchers that the disturbance variance in a censored regression model is frequently underestimated by the maximum likelihood method. This underestimation has implications for the estimation of marginal effects and asymptotic standard errors. For instance, the actual coverage probability of the confidence interval based on a maximum likelihood estimate can be significantly smaller than the nominal confidence level; consequently, a Bayesian estimation is considered to overcome this difficulty. The behaviors of the maximum likelihood and Bayesian estimators of disturbance variance are examined in a fixed effects panel regression model with a limited dependent variable, which is known to have the incidental parameter problem. Behavior under random effect assumption is also investigated.

Weighted Integral Method for an Estimation of Displacement COV of Laminated Composite Plates (복합적층판의 변위 변동계수 산정을 위한 가중적분법)

  • Noh, Hyuk-Chun
    • Journal of the Korean Society for Advanced Composite Structures
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    • v.1 no.2
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    • pp.29-35
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    • 2010
  • In addition to the Young's modulus, the Poisson's ratio is also at the center of attention in the field stochastic finite element analysis since the parameters play an important role in determining structural behavior. Accordingly, the sole effect of this parameter on the response variability is of importance from the perspective of estimation of uncertain response. To this end, a formulation to determine the response variability in laminate composite plates due to the spatial randomness of Poisson's ratio is suggested. The independent contributions of random Poisson's ratiocan be captured in terms of sub-matrices which include the effect of the random parameter in the same order, which can be attained by using the Taylor's series expansion about the mean of the parameter. In order to validate the adequacy of the proposed formulation, several example analyses are performed, and then the results are compared with Monte Carlo simulation (MCS). A good agreement between the suggested scheme and MCS is observed showing the adequacy of the scheme.

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